Job title: Modelling Analyst
Working as a key member of the risk team to ensure the Credit Risk function is robust and managed within the key requirements of the business. The candidate will be responsible for the development of business critical statistical credit risk models. The role is focused on developing IFRS9 and AIRB compliant models. You will work closely with the business to establish the requirements and support the planning and delivery of projects. Additionally, this role will also be focussing on Monitoring as well.
Founded in 2007, we are a challenger bank that operates in accordance with Shariah principles, with offices in London, Milton Keynes and Wilmslow. We offer personal and corporate savings products and finance for UK residential property, in addition to sourcing and advising on UK real estate investments.
- Developing statistical credit risk models including, origination and behavioural scorecards, Basel (PD, LGD, EAD) for approval in the next few years, impairment (IFRS9) and stress testing models
- Responsibility of model documentation, implementation and subsequent monitoring
- Supporting planning and delivery of projects
- Keeping up to date with changes in the IFRS 9 and other regulatory landscapes
- Develop an analytical and reporting framework that supports broader enterprise-wide activities such as business plan stress testing
- Building and developing analytical capability within the organisation
- Analytical experience in a professional environment or equivalent
- Experience of analytical techniques to develop and/or monitoring scorecards, Basel (PD, EAD, LGD) and/or impairment (IFRS9) modelling
- SQL is a must have. Good knowledge of SAS or Python skills required for model development
- Highly proficient using Excel and other analysis tools
- Ability to convey complex ideas/insights to non-technical members of the team
We offer a highly attractive reward package; the typical benefits include:
- 25 days holiday entitlement increasing with service
- Pension plan
- Private medical insurance
- Group dental insurance
- Income protection
- Life assurance
- Employee referral bonus
Gatehouse Bank is an equal opportunities employer and positively encourages applications from suitably qualified and eligible candidates regardless of sex, race, disability, age, sexual orientation, gender reassignment, religion or belief, marital status, or pregnancy and maternity.
To apply, please send your CV to email@example.com